This can be a real pain, I know firsthand. The obvious place (that I sometimes forget) is your Trash folder. If it’s not there, I would suggest re-saving permalinks.
As a last resort, I’d do what you said… a bunch of searches of the database. One time a plugin had auto-generated a page, and after disabling and deleting the plugin, I found the bad URL in the transients (the autosave stuff that WP does).
Good luck!
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